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Factor Friday: Factor Performance Driving the US Retail Sector

Nov 09, 2018

The Data Daily: Where the charts tell the story

This week's Factor Friday focuses on factor performance across the US retail sector.

 

From the graphs below we observe:

  • Over the last 2 years, the earnings revisions factor has been the best performing factors to identify winning stocks among US retail stocks

 

US Retail Sector Factor Performance over last 5 years

Source: S&P CapIQ